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**11**

votes

**0**answers

175 views

### How large are the smallest-area projections of a high-dimensional convex body?

Let $B$ be a convex body in $\mathbb{R}^d$, equipped with its standard Euclidean form, and assume that
$$\intop_B x \, dx = 0$$
$$\frac{1}{|B|_d} \intop_B x_i x_j \, dx = \delta_{ij},$$
a ...

**6**

votes

**2**answers

150 views

### On the convexity of element-wise norm 1 of the inverse

Question first asked on math.stackexchange here: http://math.stackexchange.com/questions/317209/on-the-convexity-of-element-wise-norm-1-of-the-inverse
On the convexity of element-wise norm 1 of the ...

**6**

votes

**0**answers

69 views

### In what sense is the Bayesian posterior mean a “convex combination”?

I asked this on math.stackexchange with no response, I'm hoping someone here might have something.
Suppose I want to estimate $x \in \mathbb{R}^n$ from two signals with zero mean, normally ...

**5**

votes

**2**answers

291 views

### Efficient computation of “discrete infimal convolution”

This question arises from an application to graphical models in probability theory, but I have abstracted that part out so only algebra remains. Let $\mathbb{R}$ denote standard field of real numbers ...

**4**

votes

**2**answers

121 views

### When does a cone contain its dual cone?

Let $V$ be a finite-dimensional vector space with an inner-product $(,)$ and let $C\subset V$ be a cone in $V$. Let $C^\vee$ denote the dual of $C$ with respect to $(,)$, i.e., the set of vector $v\in ...

**4**

votes

**3**answers

342 views

### When is a sequentially closed cone, closed?

The following question I also posed here, but still got no answer. Let $X$ be a locally convex, Hausdorff topological vector space and $C\subseteq X$ a convex cone, which is sequentially closed. What ...

**4**

votes

**1**answer

421 views

### Quantitative Version of Jensen's Inequality?

Hi,
I've been looking at situations where Jensen's inequality is almost tight, and found myself proving a lemma that I'm nearly certain exists somewhere in the literature.
The specifics are as ...

**4**

votes

**0**answers

88 views

### Strong convexity of the trace of the square root of a matrix function

Any clues about how to prove that the following function is strongly-concave in $x$? (We conjecture it is $2$-strongly concave but cannot prove it. We have already proved strict concavity through ...

**3**

votes

**2**answers

146 views

### Perimeter of a 'trapped' convex set

Consider the following setup: three bounded, 'nice' convex sets $A \subseteq B \subsetneq C \subset \mathbb{R}^2$, and three points $x,y,z\in \partial A\cap \partial B\cap \partial C$ (see edit ...

**3**

votes

**3**answers

215 views

### infinite dimensional polyhedra

I have a reference request which I hope some reader here can help me with.
I have encountered a set that has all the properties that one would expect from a polyhedral set (in the sense of finite ...

**3**

votes

**2**answers

73 views

### Is the prox-residual monotone?

$\newcommand{\scp}[2]{\langle #1,#2\rangle}\newcommand{\id}{\mathrm{Id}}$
Let $f$ and $g$ be two proper, convex and lower semi-continuous functions (on a Hilbert space $X$ or $X=\mathbb{R}^n$) and let ...

**3**

votes

**1**answer

295 views

### Possible to find a set of log-concave functions with log-concave sums?

While the set of log-convex functions is closed under addition, the set of log-concave functions is not. Yet if $f$ is log-concave, $\ln(k f) = \ln(k)+\ln(f)$, with $k \in \mathbb{R}^+$ constant, is ...

**3**

votes

**1**answer

156 views

### Is there a non-compact Poulsen simplex?

A Choquet simplex is a closed, convex and metrizable subset of a locally convex Hausdorff topological vector space in which every point is a barycenter of a unique probability measure supported on the ...

**3**

votes

**1**answer

114 views

### $\mathcal{H}$-polyhedron under a linear map

Let $P = \{ x \in \mathbb{R}^n \mid Ax \leq b \}$ be a (bounded) polyhedron for $A \in \mathbb{R}^{m \times n}$ and $b \in \mathbb{R}^m$, $n,m > 0$.
Moreover, let $M \colon \mathbb{R}^n \to ...

**3**

votes

**1**answer

158 views

### Characterization of a set in $\mathbb{R}^d$

Let $X= (X_1,\dots, X_d)$ be a fixed vector of random variables on the space $(\Omega, \mathcal{F}, \mathbb{P})$. Consider the following set.
\begin{equation}\label{main12}
C= \{x\in \mathbb{R}^d ~|~ ...

**3**

votes

**2**answers

196 views

### The epigraph of a semi-convex function has positive reach

I've been trying to prove the following theorem for several hours with no result so far.
Claim. Let $f:\mathbb{R} \to \mathbb{R}$ be a semi-convex function, i.e. there exists a constant $C > 0$ ...

**3**

votes

**0**answers

107 views

### Decreasing sequence of closed convex sets in a Banach space

Let $(C_n)$ be a decreasing sequence of closed convex subsets in a Banach space $(E,\Vert \cdot \Vert)$. The question I have is about the content of $C=\bigcap_{n=0}^\infty C_n$.
If the $C_n$ are ...

**3**

votes

**0**answers

46 views

### Minimax-like theorems involving union and intersection of regions in $\mathbb R^d$

From Minimax theorems, we roughly know that if $f(x,y)$ is convex on $X$ and concave $Y$ for both compact $X,Y$, then:
$$
\max_{x\in X}\min_{y\in Y} f(x,y)=\min_{y\in Y}\max_{x\in X} f(x,y).
$$
We can ...

**3**

votes

**0**answers

156 views

### Ways to establish equality of measures on locally compact spaces

Let $M$ be a locally compact space and $\mu$ be some probability measure on $M$. Let $y^\ast \in M$, $f(x,y)$ be a real continuous bounded function $M \times M \to \mathbb{R}$. Consider an equality
$$
...

**2**

votes

**2**answers

427 views

### Does the minima of a sequence of convex convergent functions converge?

Suppose $f_1,f_2,\ldots $ is a sequence of convex functions that converges to a continuous convex $f$. Let $x_1^*,x_2^*$ be their respective (not necessarily unique) minima, and let y be a minima of ...

**2**

votes

**5**answers

229 views

### Distance between two sets

Let $A, B$ be two convex and closed subsets of $\mathbb{R}^n$. We would like to the minimum distance between these two sets. i.e., we want to find a solution for the following problem.
$$ \min ...

**2**

votes

**2**answers

99 views

### Projection onto rotated box

Does anyone know if there is an efficient way to find the projection of an arbitrary point $z$ onto a rotated box, i.e. onto the set $\Omega=\{x \mid a \leq Ux \leq b\}$ where $U$ is a unitary matrix?
...

**2**

votes

**1**answer

636 views

### Projection exists => Uniformly convex?

Hello,
I know that: Let X be a uniformly convex Banach-Space, $a\in X$ and $C\subset X$ closed and convex, then there is a unique $b\in C$ with $\left\Vert a-b\right\Vert=\inf_{x\in C}\left\Vert a-x ...

**2**

votes

**1**answer

517 views

### Integral inequality for convex function

Let $u(x)$ be a smooth function from $\mathbb{R}$ to $\mathbb{R}$. Suppose that for some real numbers $a,b$ with $a < b$ the following equality is true:
\begin{equation}
\frac{1}{b-a} \int_a^b ...

**2**

votes

**2**answers

256 views

### A certain type of Quadratic Constrained Quadratic Programming Problem (QCQP)

Let $P_1$, $P_2$ be two hermitian matrices. Can anyone comment about the following (QCQP)
\begin{equation}
\min_{z}~z^{H}z \\\
~~subject~to ~z^{H}P_1z+1\leq 0,~z^{H}P_2z+1\leq 0
\end{equation}
I am ...

**2**

votes

**1**answer

1k views

### Sufficient conditions for gradient descent convergence

I have an unconstrained optimisation problem with convex objective function $f(x)$. Suppose I have access only to some function of the gradient $\hat{\nabla}= g(\nabla f)$, and I take gradient steps ...

**2**

votes

**1**answer

403 views

### existence of a minimum for a convex functional on a non-reflexive space

Let $X$ be a Banach space; $K\subset X$ nonempty, closed and convex; and $f:K\to \mathbb R$ lower semicontinuous, convex functional. Let also $f$ be coercive, i.e., $f(x)\to +\infty$ as $\|x\|\to ...

**2**

votes

**1**answer

89 views

### Known Results on Convexity of Numerical Range

Let $A_1,A_2,\dots,A_M$ be given $N\times N$ hermitian matrices. The numerical range is defined as the set
\begin{align}
\mathbb{S}=\{(u^HA_1u,\dots,u^HA_Mu)\in \mathbb{R}^M\mid u^Hu=1\}
\end{align}
...

**2**

votes

**1**answer

370 views

### Proving that a specific function is quasiconvex

Hello all,
Assume we have a sequence of quasiconcave functions (in $X$) denoted by $f_{i,j}(X)$ for $i,j = 1,\ldots,n$. Denote by $F(X)$ the $n\times n$ matrix whose $(i,j)$ entry is the function ...

**2**

votes

**0**answers

90 views

### Lower convex envelope of a function involving entropy

Suppose two discrete random variables $X$ and $Y$ defined on finite sets $\mathcal{X}$ and $\mathcal{Y}$ are given and also suppose the conditional distribution $P_{Y|X}$ (i.e, channel) is fixed. We ...

**2**

votes

**0**answers

141 views

### Showing $\langle \frac{\partial b(v)}{\partial t}, v \rangle_{H^{-1}(\Omega), H^1(\Omega)} = \frac{d}{dt}\int_{\Omega}\Psi^*(b(v))$

Let $b$ be continuous and increasing with $b(0) = 0$. Define $\Psi(t) = \int_0^t b(s)\;ds$ and $\Psi^*(s) = \sup_{r \in \mathbb{R}} (sr-\Psi(r))$.
(Note $\Psi^*(b(s)) + \Psi(s) = sb(s)$).
Let $v ...

**2**

votes

**0**answers

112 views

### Convex functions with non-singular hessian measure are continuously differentiable?

It is known that every convex function $f: \Omega\to \mathbb{R}$, $\Omega$ convex subset of $\mathbb{R}^n$, has a weak derivative of bounded variation $Df\in BV_{loc}(\mathbb{R}^n)$ (e.g. Evans and ...

**2**

votes

**0**answers

141 views

### Lipschitz continuity of solution set mapping of a parametric convex optimization problem

I have a parametric convex optimization problem:
\begin{array}{cl}
\underset{x}{\text{minimize}} & f\left(x,z\right)\\
\text{subject to} & g\left(x\right)\leq0
\end{array}
where $x$ is the ...

**2**

votes

**0**answers

165 views

### An intuition for three different types of subgradients (proximal, regular, limiting)

I'm having a bit of difficulty getting my head around the different types of subgradients we're currently covering in a nonsmooth optimisation class I'm taking.
These subgradients are (assume $x \in$ ...

**2**

votes

**0**answers

86 views

### How to prove convexity for a complex integral including the variable in both limits and integrand?

During my research [on inventory management policies, i.e., something really applied ;-) ] I stumbled on integrals of the following type and I'm curious under which circumstances there are convex.
...

**1**

vote

**1**answer

164 views

### Are all points x of the boundary of a convex set C of a Hilbert space H projections onto C of a point different than x?

It appears that this is not true if H is of infinite dimension. My question is therefore the following: does anyone have a counter-example? Is there a caracterisation for the points of the boundary ...

**1**

vote

**1**answer

200 views

### positive semigroups and convex operator

Let $\{Z(t)\}_{t\geq 0}$ be a strongly continuous positive semigroup on a Banach lattice V. (endowed with ordering $\leq$). $\phi:V\rightarrow V$ is a convex operator. I want to prove that ...

**1**

vote

**1**answer

191 views

### How to examine the convexity of a complex function numerically?

I have a function which does not have a closed form . Large numerical effort should be done to evaluate the function for even a single point. How can I examine the convexity of my function over the ...

**1**

vote

**1**answer

228 views

### When does the finite union of convex sets have a hole in it?

Let $f_1, \dots, f_j$ be convex functions from $\mathbb{R}^n \to \mathbb{R}$. I am trying to develop a test that decides whether or not the set $\{x | f_1(x) \le k_1\} \cup \dots \cup \{x | f_n(x) ...

**1**

vote

**2**answers

134 views

### determining a convex set by mixed volumes

For a convex set $K \subset \mathbb{R}^2$ let $\phi_K:$ convexsets in $\mathbb{R}^2 \rightarrow [0,\infty), A \mapsto MV(A,K)$. Where by $MV(A,K)$ I mean the mixed volume of $A$ and $K$ in the ...

**1**

vote

**1**answer

128 views

### Ergodic decomposition and integral representation of functions that depends on a measure

Let $X$ be a compact metric space, $T:X \to X$ continuous, $M_T(X)$ the set of borel measure that are $T$-invariant and $E_T(X)\subseteq M_T(X)$ the set of ergodic measures.
The ergodic decomposition ...

**1**

vote

**1**answer

115 views

### Relative interior and dense subsets

(This is a cross-post from here.) Let $A,B\subseteq \mathbb R^d$ be non-empty, such that $B\subseteq \overline A.$ For $S\subseteq\mathbb R^d$ define the relative interior of $S$ by ...

**1**

vote

**2**answers

462 views

### Hessian of function of covariance matrices

Suppose we have a typical logdet function $\mathcal{L}$ with respect to a covariance matrix $\mathbf{A}$,
$$
\mathcal{L}(\mathbf{A}) = \log\vert \mathbf{I} + \mathbf{A}\mathbf{S} \vert - ...

**1**

vote

**1**answer

284 views

### How does the complex convex set look like?

The usual convex set is the real linear convex set, if we change the real linear map into complex linear map, we can get the complex convex set. A system way to do this is in the several complex ...

**1**

vote

**2**answers

152 views

### What is the dual of an semidefinitely representable (SDR) cone?

The Question
Let $V\simeq \mathbb{R}^r$ be an $r$-dimensional vector space with the usual Euclidean inner product.
Let $\mathcal K\subset V$ be a cone defined as
$$
\mathcal K=\Big\{x\in ...

**1**

vote

**1**answer

143 views

### Subgradient of Minimum Eigenvalue

Consider three $N \times N$ Hermitian matrices $A_0$, $A_1$, $A_2$. Consider the function
\begin{align}
f(t_1,t_2)=\lambda_{\text{min}}(A_0+t_1A_1+t_2A_2)
\end{align}
where $\lambda_{\text{min}}$ ...

**1**

vote

**1**answer

317 views

### Question regard checking convexity by “restriction to any line that intersects the function domain”

Hello all,
I have a question (probably stupid one) about the fact that " A function is convex if and only if it is convex when restricted to any line that intersects its domain".
In Stephen Boyd and ...

**1**

vote

**0**answers

73 views

### Convex Optimization related problem

Suppose two non-negative convex functions $f$ and $g$ be given.
We want to solve the following optimization
$$\max_{g\leq\epsilon}f.$$
Now suppose that both $f$ and $g$ can be upper-bounded by a ...

**1**

vote

**0**answers

296 views

### On increasing the penalty term in convex optimization with regularization

Given the two strictly convex (unique solution) optimization problems as:
$$Problem\:1:\min_{X} f(X)+\|X\|_{F}^2 \hspace{2cm}Problem \:2:\min_{X}f(X)+n\|X\|_2^2$$
where $X\in\mathbf{S}_{++}^{n}$ ...

**1**

vote

**0**answers

84 views

### convergence of supergradient

Let $\{g_n\}$ be a sequence of concave functions defined on $\mathbb{R}$ and set
$$\lambda_n(x)=\lim_{\Delta x\to 0+}\frac{g_n(x+\Delta x)-g_n(x)}{\Delta x}$$
Assume there exists a concave function ...